Model-based boosting in R: a hands-on tutorial using the R package mboost

We provide a detailed hands-on tutorial for the R add-on package mboost. The package implements boosting for optimizing general risk functions utilizing component-wise (penalized) least squares estimates as base-learners for fitting various kinds of generalized linear and generalized additive models to potentially high-dimensional data. We give a theoretical background and demonstrate how mboost can be used to fit interpretable models of different complexity. As an example we use mboost to predict the body fat based on anthropometric measurements throughout the tutorial.     

Using RngStreams for parallel random number generation in C++ and R

The RngStreams software package provides one viable solution to the problem of creating independent random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with C++ programs that are parallelized via OpenMP or MPI. Ways to access the backbone generator from RngStreams in R through the parallel and rstream packages are also described. The ideas in the paper are illustrated with both a simple running example and a Monte Carlo integration application.     

ILU++: A new software package for solving sparse linear systems with iterative methods

ILU++ is a software package for solving sparse linear systems with iterative methods using state-of-the-art incomplete multilevel LU-factorisations as preconditioners. It implements several types of preprocessing (permuting and scaling both rows and columns prior to factorisation to make the matrix more suitable for LU-factorisation), different pivoting strategies and a number of dropping rules to ensure sparsity. ILU++ is available under the GNU public licence. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

maxLik: A package for maximum likelihood estimation in R

This paper describes the package maxLik for the statistical environment R. The package is essentially a unified wrapper interface to various optimization routines, offering easy access to likelihood-specific features like standard errors or information matrix equality (BHHH method). More advanced features of the optimization algorithms, such as forcing the value of a particular parameter to be fixed, are also supported.     

On the existence of a cyclic code with rate R

In this paper a short proof is given of the existence of a cyclic, q-ary code with rate R, for any rational number R, 0 ? R ? 1.     

Visualizing hypothesis tests in multivariate linear models: the heplots package for R

Hypothesis-error (or “HE”) plots, introduced by Friendly (J Stat Softw 17(6):1–42, 2006a; J Comput Graph Stat 16:421–444, 2006b), permit the visualization of hypothesis tests in multivariate linear models by representing hypothesis and error matrices of sums of squares and cross-products as ellipses. This paper describes the implementation of these methods in the heplots package for R, as well as their extension, for example from two to three dimensions and by scaling hypothesis ellipses and ellipsoids in a natural manner relative to error. This is a paper for the proceedings of the Directions in Statistical Computing conference.     

ADOL‐C: Automatic Differentiation Using Operator Overloading in C++

In this paper, we present two strategies for the implementation of Automatic Differentiation (AD) based on the operator overloading facility in C++. Subsequently, we describe the capabilities of the AD‐tool ADOL‐C that applies operator overloading to differentiate C‐ and C++‐code. Finally, we discuss some applications of ADOL‐C.     

带有止步和中途退出的M/M/R/N同步多重工作休假排队系统

研究了带有止步和中途退出的M/M/R/N同步多重工作休假排队系统,利用马尔可夫过程理论和矩阵解法求出了含有两个逆阵的系统稳态概率的矩阵解,并得到了系统的平均队长、服务员处在工作休假期的概率以及顾客的平均止步率等性能指标.最后通过数值例子分析了系统的参数对平均队长的影响.     

Veamy: an extensible object-oriented C++ library for the virtual element method

Numerical Algorithms - This paper summarizes the development of Veamy, an object-oriented C++ library for the virtual element method (VEM) on general polygonal meshes, whose modular design is...     

$${\tt surveillance}$$: An R package for the monitoring of infectious diseases

Public health surveillance of emerging infectious diseases is an essential instrument in the attempt to control and prevent their spread. This paper presents the R package “surveillance”, which contains functionality to visualise routinely collected surveillance data and provides algorithms for the statistical detection of aberrations in such univariate or multivariate time series. For evaluation purposes, the package includes real-world example data and the possibility to generate surveillance data by simulation. To compare algorithms, benchmark numbers like sensitivity, specificity, and detection delay can be computed for a set of time series. Package motivation, use and potential are illustrated through a mixture of surveillance theory, case study and R code snippets.     

Software package for the queueing system Mx/G/1

A user-friendly software package, which should be found useful be researchers, practitioners and students alike, for the bulk-arrival single-server queueing system M^x/G/1 is discussed. It finds numerically the steady-state probabilities and moments for the number in the system at each of the three time epochs (pre-arrival, post-departure and random), as well as moments for waiting time in queue and busy and idle periods.     

RankRev: aMatlab package for computing the numerical rank and updating/downdating

The numerical rank determination frequently occurs in matrix computation when the conventional exact rank of a hidden matrix is desired to be recovered. This paper presents a Matlab package RankRev that implements two efficient algorithms for computing the numerical rank and numerical subspaces of a matrix along with updating/downdating capabilities for making adjustment to the results when a row or column is inserted/deleted. The package and the underlying algorithms are accurate, reliable, and much more efficient than the singular value decomposition when the matrix is of low rank or low nullity.     

On nested code pairs from the Hermitian curve

Nested code pairs play a crucial role in the construction of ramp secret sharing schemes [15] and in the CSS construction of quantum codes [14]. The important parameters are (1) the codimension, (2) the relative minimum distance of the codes, and (3) the relative minimum distance of the dual set of codes. Given values for two of them, one aims at finding a set of nested codes having parameters with these values and with the remaining parameter being as large as possible. In this work we study nested codes from the Hermitian curve. For not too small codimension, we present improved constructions and provide closed formula estimates on their performance. For small codimension we show how to choose pairs of one-point algebraic geometric codes in such a way that one of the relative minimum distances is larger than the corresponding non-relative minimum distance.     

ReLaTIve. An Ansi C90 software package for the Real Laplace Transform Inversion

A software package for numerical inversion of Laplace transforms computable everywhere on the real axis is described. Besides the function to invert the user has only to provide the numerical value (even if it is an approximate value) of the abscissa of convergence and the accuracy required for the inverse function. The software provides a controlled accuracy, i.e. it dynamically computes the so-called maximum attainable accuracy such that numerical results are provided within the greatest value between the user’s required accuracy and the maximum attainable accuracy. This is done because the intrinsic ill posedness of the real inversion problem sometime may prevent to reach the desired accuracy. The method implemented is based on a Laguerre polynomial series expansion of the inverse function and belongs to the class of polynomial-type methods of inversion of the Laplace transform, formally characterized as Collocation methods (C-methods).     

N策略工作休假M/M/1排队

考虑策略工作休假M/M/1排队,简记为M/M/1(N-WV)。在休假期间,服务员并未完全停止工作而是以较低的速率为顾客服务。用拟生灭过程和矩阵几何解方法,我们给出了有直观概率意义的稳态队长和稳态条件等待时间的分布。此外,我们也得到了队长和等待时间的条件随机分解结构及附加队长和附加延迟的分布。     

权有附加约束的条件下的DEA有效性(C2R或C2GS2)

有关判别决策单元在权有附加约束的条件下是否DEA有效（C^2或C^2GS^2)，本文给出了一种基于权有附加约束条件下的加性模型的不同于文献[1]与[2]的约束与差别法。